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Trade: ALGO/USDT/240/PWMA/KCB/9152

Strategy
ALGO/USDT/240/PWMA/KCB/9152
Pair
ALGO_USDT
Interval
4h
Score
312405
Daily Profit
0.157647
Profit Factor
1.360261
Profitability
50.588235
Streak
0.000000
Best Strategy
Training Data Length
2304.330000
Evaluation Time
2025-10-12 18:35
Expiration Time
2025-12-20 17:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 363271.2058 304645.1553 58626.0505 -6562.1457 45143.217 -51705.3627
Total P&L (%) 363.2712 304.6452 58.6261 -6.5621 45.1432 -51.7054
Avg Daily Profit (%) 0.1576 0.1322 0.0254 -0.0029 0.0162 -0.0316
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -256809 -202771 -195358 -151371 -71128 -136729
Profit Factor 1.3603 1.5782 1.1218 0.9852 1.1933 0.7525
Total Trades 170 85 85 170 85 85
Winning Trades 86 39 47 86 39 47
Losing Trades 84 46 38 84 46 38
Profitability (%) 50.5882 45.8824 55.2941 50.5882 45.8824 55.2941
Ratio Avg Win / Avg Loss 1.3286 1.8615 0.907 0.9623 1.4074 0.6084
Largest Winning Trade 197689 197689 53332 48831 48831 31002
Largest Losing Trade -52967 -40975 -52967 -60844 -43900 -60844
Avg Bars in Trades 79 82 77 79 82 77
Avg Bars in Winners 105 111 100 105 111 100
Avg Bars in Losers 53 57 48 53 57 48
Bars Traded 13560 6999 6561 13560 6999 6561
Profit Streak 0 0 0 0 0 0
Trades During Streak 0 0 0 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 312405 -15564 -247546 -579811 -182878 -580418
Evaluation Data
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13826,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760283344161,
    "expiration_time": 1766243232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 4
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            363271.2057516176,
            304645.1552691511,
            58626.0504824664,
            -6562.1456852913,
            45143.2170468077,
            -51705.3627320989
        ],
        [
            363.271206,
            304.645155,
            58.62605,
            -6.562146,
            45.143217,
            -51.705363
        ],
        [
            0.157647,
            0.132206,
            0.025442,
            -0.002945,
            0.016169,
            -0.031581
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -256809,
            -202771,
            -195358,
            -151371,
            -71128,
            -136729
        ],
        [
            1.360261,
            1.578247,
            1.121754,
            0.985169,
            1.193263,
            0.752456
        ],
        [
            170,
            85,
            85,
            170,
            85,
            85
        ],
        [
            86,
            39,
            47,
            86,
            39,
            47
        ],
        [
            84,
            46,
            38,
            84,
            46,
            38
        ],
        [
            50.588235,
            45.882353,
            55.294118,
            50.588235,
            45.882353,
            55.294118
        ],
        [
            1.328627,
            1.861522,
            0.90695,
            0.962258,
            1.407439,
            0.608368
        ],
        [
            197689,
            197689,
            53332,
            48831,
            48831,
            31002
        ],
        [
            -52967,
            -40975,
            -52967,
            -60844,
            -43900,
            -60844
        ],
        [
            79,
            82,
            77,
            79,
            82,
            77
        ],
        [
            105,
            111,
            100,
            105,
            111,
            100
        ],
        [
            53,
            57,
            48,
            53,
            57,
            48
        ],
        [
            13560,
            6999,
            6561,
            13560,
            6999,
            6561
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0,
            0,
            0,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            312405,
            -15564,
            -247546,
            -579811,
            -182878,
            -580418
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ALGO_USDT",
    "interval": "4h",
    "packets": 25000,
    "actual_packets": 13826,
    "evaluation_days": 2304.33,
    "actual_first_datapoint_time": 1561161600000,
    "first_datapoint_time": 1564185600000,
    "last_datapoint_time": 1760270400000,
    "evaluation_time": 1760283344161,
    "expiration_time": 1766243232000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "pwma",
        "factors": {
            "length": 211,
            "offset": 0
        }
    },
    "second_band": {
        "type": "kcb",
        "factors": {
            "length": 148,
            "offset": 0,
            "scalar": 4
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)